Footwear & Accessories Industry Report
April 2021
Exploratory Data Analysis
Distribution of the Response
Correlation between Covariates and Response
| Avg Pct Change | Sd Pct Change | Avg Vol | Pe Ratio | Price to Sales Ratio | Price to Book Ratio | Price to Fcf Ratio | Debt to Equity Ratio | Pays Dividend | Dividend Yield | Response | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| min | -2.8% | 0.7% | 6830 | 0.00 | 0.060 | 0.00 | 0.00 | 0.000 | 0.000 | 0% | -1.30000 |
| first_quart | -0.1% | 1.6% | 103000 | 9.98 | 0.465 | 1.08 | 5.68 | 0.330 | 0.000 | 0% | -0.00768 |
| median | 0% | 2.1% | 947000 | 13.70 | 0.930 | 1.74 | 12.00 | 0.450 | 0.000 | 0% | 0.42000 |
| mean | 0% | 2.5% | 2040000 | 39.50 | 1.170 | 2.19 | 30.70 | 0.579 | 0.424 | 1.1% | 0.44300 |
| third_quart | 0.2% | 3% | 2180000 | 20.30 | 1.310 | 2.69 | 21.20 | 0.580 | 1.000 | 2.3% | 0.88400 |
| max | 1.7% | 15% | 20700000 | 4860.00 | 7.940 | 17.70 | 1210.00 | 3.060 | 1.000 | 6.7% | 2.51000 |
Model Tuning
Random Forest Models
Gradient Boosted Models
Final Models
Random Forest Model
Model Info and Metrics
- min_n: 1, mtry: 5
- Mean Absolute Error: 0.2073
- Root Mean Squared Error: 0.4211
Gradient Boosted Model
Model Info and Metrics
- learn_rate: 0.1, mtry: 7, tree_depth: 7
- Mean Absolute Error: 0.0197
- Root Mean Squared Error: 0.035
Future Predictions
| Company | Quarter | Price | RF Prediction | GB Prediction |
|---|---|---|---|---|
| FL | 2021 Q1 | $50.8 | 91.47% | 87.45% |
| SKX | 2020 Q4 | $34.03 | 73.03% | 55.78% |
| SHOO | 2020 Q4 | $28.44 | 48.51% | -28.97% |
| CAL | 2021 Q1 | $17.03 | 34.68% | 14.12% |
| WEYS | 2020 Q3 | $18.25 | 17.42% | 42.84% |
| RCKY | 2020 Q3 | $22.7 | 9.53% | 25.04% |
| VRA | 2021 Q1 | $9.41 | -9.47% | -9.01% |
| NKE | 2021 Q1 | $139.02 | -11.5% | -31.81% |
| WWW | 2020 Q4 | $29.12 | -16.73% | -25.32% |
| FORD | 2020 Q4 | $1.67 | -26.25% | -23.51% |
| CROX | 2020 Q4 | $57.09 | -42.37% | -49.03% |
| DECK | 2020 Q4 | $266.07 | -48.86% | -45.57% |
